+203.9%
IEFA vs KEY
+315.4%
-111.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | +0.1% | +7.1% | -7.0% | -1.7% |
| 3M | -4.2% | -5.9% | +1.7% | -2.7% |
| 6M | +1.9% | +2.2% | -0.3% | +1.1% |
| YTD | +9.9% | +6.4% | +3.5% | +7.7% |
| 1Y | +11.5% | +24.8% | -13.2% | +4.7% |
| 3Y | +66.0% | +125.2% | -59.3% | +29.1% |
| 5Y | +47.5% | +13.0% | +34.5% | +33.6% |
| 10Y | +146.5% | +98.5% | +48.0% | +68.9% |
| All | +203.9% | +315.4% | -111.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling